quantconnect-stubs 17410__py3-none-any.whl → 17412__py3-none-any.whl

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Files changed (58) hide show
  1. Common/Data/Consolidators/__init__.pyi +1 -1
  2. QuantConnect/Algorithm/Framework/Alphas/__init__.pyi +18 -18
  3. QuantConnect/Algorithm/Framework/Execution/__init__.pyi +2 -2
  4. QuantConnect/Algorithm/Framework/Portfolio/__init__.pyi +14 -14
  5. QuantConnect/Algorithm/Framework/Selection/__init__.pyi +3 -3
  6. QuantConnect/Algorithm/__init__.pyi +332 -308
  7. QuantConnect/AlgorithmFactory/Python/Wrappers/__init__.pyi +10 -10
  8. QuantConnect/Api/Serialization/__init__.pyi +1 -3
  9. QuantConnect/Api/__init__.pyi +34 -5
  10. QuantConnect/Benchmarks/__init__.pyi +1 -1
  11. QuantConnect/Brokerages/Authentication/__init__.pyi +10 -2
  12. QuantConnect/Brokerages/LevelOneOrderBook/__init__.pyi +6 -5
  13. QuantConnect/Brokerages/__init__.pyi +11 -11
  14. QuantConnect/Commands/__init__.pyi +3 -2
  15. QuantConnect/Data/Auxiliary/__init__.pyi +13 -13
  16. QuantConnect/Data/Common/__init__.pyi +1 -1
  17. QuantConnect/Data/Custom/Tiingo/__init__.pyi +2 -1
  18. QuantConnect/Data/Fundamental/__init__.pyi +11 -12
  19. QuantConnect/Data/Market/__init__.pyi +42 -42
  20. QuantConnect/Data/UniverseSelection/__init__.pyi +29 -29
  21. QuantConnect/Data/__init__.pyi +43 -44
  22. QuantConnect/DataSource/__init__.pyi +7 -7
  23. QuantConnect/Indicators/__init__.pyi +238 -98
  24. QuantConnect/Interfaces/__init__.pyi +22 -22
  25. QuantConnect/Lean/Engine/DataFeeds/Enumerators/__init__.pyi +1 -1
  26. QuantConnect/Lean/Engine/DataFeeds/Queues/__init__.pyi +2 -1
  27. QuantConnect/Lean/Engine/DataFeeds/WorkScheduling/__init__.pyi +3 -2
  28. QuantConnect/Lean/Engine/DataFeeds/__init__.pyi +19 -19
  29. QuantConnect/Lean/Engine/HistoricalData/__init__.pyi +1 -1
  30. QuantConnect/Notifications/__init__.pyi +1 -3
  31. QuantConnect/Optimizer/Parameters/__init__.pyi +1 -3
  32. QuantConnect/Orders/__init__.pyi +26 -28
  33. QuantConnect/Python/__init__.pyi +1 -1
  34. QuantConnect/Report/__init__.pyi +3 -5
  35. QuantConnect/Research/__init__.pyi +17 -16
  36. QuantConnect/Scheduling/__init__.pyi +17 -17
  37. QuantConnect/Securities/Cfd/__init__.pyi +2 -2
  38. QuantConnect/Securities/Crypto/__init__.pyi +2 -2
  39. QuantConnect/Securities/CryptoFuture/__init__.pyi +1 -1
  40. QuantConnect/Securities/Equity/__init__.pyi +1 -1
  41. QuantConnect/Securities/Forex/__init__.pyi +1 -1
  42. QuantConnect/Securities/Future/__init__.pyi +8 -8
  43. QuantConnect/Securities/FutureOption/__init__.pyi +9 -9
  44. QuantConnect/Securities/Index/__init__.pyi +2 -2
  45. QuantConnect/Securities/IndexOption/__init__.pyi +3 -3
  46. QuantConnect/Securities/Option/StrategyMatcher/__init__.pyi +6 -6
  47. QuantConnect/Securities/Option/__init__.pyi +54 -54
  48. QuantConnect/Securities/Positions/__init__.pyi +6 -6
  49. QuantConnect/Securities/__init__.pyi +79 -80
  50. QuantConnect/Statistics/__init__.pyi +2 -2
  51. QuantConnect/Util/__init__.pyi +36 -37
  52. QuantConnect/__init__.pyi +66 -68
  53. System/ComponentModel/DataAnnotations/__init__.pyi +1 -1
  54. System/ComponentModel/__init__.pyi +1 -1
  55. {quantconnect_stubs-17410.dist-info → quantconnect_stubs-17412.dist-info}/METADATA +1 -1
  56. {quantconnect_stubs-17410.dist-info → quantconnect_stubs-17412.dist-info}/RECORD +58 -58
  57. {quantconnect_stubs-17410.dist-info → quantconnect_stubs-17412.dist-info}/WHEEL +0 -0
  58. {quantconnect_stubs-17410.dist-info → quantconnect_stubs-17412.dist-info}/top_level.txt +0 -0
QuantConnect/Indicators/__init__.pyi CHANGED
@@ -10,6 +10,7 @@ import QuantConnect.Data
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  import QuantConnect.Data.Consolidators
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  import QuantConnect.Data.Market
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  import QuantConnect.Indicators
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+ import QuantConnect.Securities
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  import System
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  import System.Collections.Generic
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  import System.Reflection
@@ -19,6 +20,7 @@ QuantConnect_Indicators_IndicatorDataPoint = typing.Any
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  QuantConnect_Indicators_IIndicator = typing.Any
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21
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  QuantConnect_Indicators_ConstantIndicator_T = typing.TypeVar("QuantConnect_Indicators_ConstantIndicator_T")
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+ QuantConnect_Indicators_NewHighsNewLows_T = typing.TypeVar("QuantConnect_Indicators_NewHighsNewLows_T")
22
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  QuantConnect_Indicators_DualSymbolIndicator_TInput = typing.TypeVar("QuantConnect_Indicators_DualSymbolIndicator_TInput")
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  QuantConnect_Indicators_IndicatorBase_T = typing.TypeVar("QuantConnect_Indicators_IndicatorBase_T")
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  QuantConnect_Indicators_WindowIndicator_T = typing.TypeVar("QuantConnect_Indicators_WindowIndicator_T")
@@ -98,7 +100,7 @@ class IndicatorDataPoint(QuantConnect.Data.BaseData, System.IEquatable[QuantConn
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  ...
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  @overload
101
- def __init__(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], time: typing.Union[datetime.datetime, datetime.date], value: float) -> None:
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+ def __init__(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], time: typing.Union[datetime.datetime, datetime.date], value: float) -> None:
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104
  """
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  Initializes a new instance of the DataPoint type using the specified time/data
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@@ -655,7 +657,7 @@ class OptionIndicatorBase(QuantConnect.Indicators.MultiSymbolIndicator[QuantConn
655
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  """Flag if mirror option is implemented for parity type calculation"""
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  ...
657
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658
- def __init__(self, name: str, option: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], risk_free_rate_model: QuantConnect.Data.IRiskFreeInterestRateModel, dividend_yield_model: QuantConnect.Data.IDividendYieldModel, mirror_option: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract] = None, option_model: typing.Optional[QuantConnect.Indicators.OptionPricingModelType] = None, period: int = 1) -> None:
660
+ def __init__(self, name: str, option: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], risk_free_rate_model: QuantConnect.Data.IRiskFreeInterestRateModel, dividend_yield_model: QuantConnect.Data.IDividendYieldModel, mirror_option: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security] = None, option_model: typing.Optional[QuantConnect.Indicators.OptionPricingModelType] = None, period: int = 1) -> None:
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  """
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  Initializes a new instance of the OptionIndicatorBase class
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@@ -705,7 +707,7 @@ class ImpliedVolatility(QuantConnect.Indicators.OptionIndicatorBase):
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  """Implied Volatility indicator that calculate the IV of an option using Black-Scholes Model"""
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708
 
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  @overload
708
- def __init__(self, name: str, option: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], risk_free_rate_model: typing.Any, dividend_yield_model: typing.Any, mirror_option: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract] = None, option_model: typing.Optional[QuantConnect.Indicators.OptionPricingModelType] = None) -> None:
710
+ def __init__(self, name: str, option: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], risk_free_rate_model: typing.Any, dividend_yield_model: typing.Any, mirror_option: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security] = None, option_model: typing.Optional[QuantConnect.Indicators.OptionPricingModelType] = None) -> None:
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  """
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  Initializes a new instance of the ImpliedVolatility class
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@@ -719,7 +721,7 @@ class ImpliedVolatility(QuantConnect.Indicators.OptionIndicatorBase):
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  ...
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721
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  @overload
722
- def __init__(self, option: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], risk_free_rate_model: typing.Any, dividend_yield_model: typing.Any, mirror_option: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract] = None, option_model: typing.Optional[QuantConnect.Indicators.OptionPricingModelType] = None) -> None:
724
+ def __init__(self, option: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], risk_free_rate_model: typing.Any, dividend_yield_model: typing.Any, mirror_option: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security] = None, option_model: typing.Optional[QuantConnect.Indicators.OptionPricingModelType] = None) -> None:
723
725
  """
724
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  Initializes a new instance of the ImpliedVolatility class
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@@ -732,7 +734,7 @@ class ImpliedVolatility(QuantConnect.Indicators.OptionIndicatorBase):
732
734
  ...
733
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734
736
  @overload
735
- def __init__(self, name: str, option: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], risk_free_rate_model: typing.Any, dividend_yield: float = 0.0, mirror_option: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract] = None, option_model: typing.Optional[QuantConnect.Indicators.OptionPricingModelType] = None) -> None:
737
+ def __init__(self, name: str, option: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], risk_free_rate_model: typing.Any, dividend_yield: float = 0.0, mirror_option: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security] = None, option_model: typing.Optional[QuantConnect.Indicators.OptionPricingModelType] = None) -> None:
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  """
737
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  Initializes a new instance of the ImpliedVolatility class
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@@ -746,7 +748,7 @@ class ImpliedVolatility(QuantConnect.Indicators.OptionIndicatorBase):
746
748
  ...
747
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748
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  @overload
749
- def __init__(self, option: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], risk_free_rate_model: typing.Any, dividend_yield: float = 0.0, mirror_option: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract] = None, option_model: typing.Optional[QuantConnect.Indicators.OptionPricingModelType] = None) -> None:
751
+ def __init__(self, option: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], risk_free_rate_model: typing.Any, dividend_yield: float = 0.0, mirror_option: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security] = None, option_model: typing.Optional[QuantConnect.Indicators.OptionPricingModelType] = None) -> None:
750
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  """
751
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  Initializes a new instance of the ImpliedVolatility class
752
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@@ -759,7 +761,7 @@ class ImpliedVolatility(QuantConnect.Indicators.OptionIndicatorBase):
759
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  ...
760
762
 
761
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  @overload
762
- def __init__(self, name: str, option: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], risk_free_rate_model: QuantConnect.Data.IRiskFreeInterestRateModel, dividend_yield_model: QuantConnect.Data.IDividendYieldModel, mirror_option: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract] = None, option_model: typing.Optional[QuantConnect.Indicators.OptionPricingModelType] = None) -> None:
764
+ def __init__(self, name: str, option: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], risk_free_rate_model: QuantConnect.Data.IRiskFreeInterestRateModel, dividend_yield_model: QuantConnect.Data.IDividendYieldModel, mirror_option: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security] = None, option_model: typing.Optional[QuantConnect.Indicators.OptionPricingModelType] = None) -> None:
763
765
  """
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  Initializes a new instance of the ImpliedVolatility class
765
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@@ -773,7 +775,7 @@ class ImpliedVolatility(QuantConnect.Indicators.OptionIndicatorBase):
773
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  ...
774
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775
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  @overload
776
- def __init__(self, option: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], risk_free_rate_model: QuantConnect.Data.IRiskFreeInterestRateModel, dividend_yield_model: QuantConnect.Data.IDividendYieldModel, mirror_option: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract] = None, option_model: typing.Optional[QuantConnect.Indicators.OptionPricingModelType] = None) -> None:
778
+ def __init__(self, option: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], risk_free_rate_model: QuantConnect.Data.IRiskFreeInterestRateModel, dividend_yield_model: QuantConnect.Data.IDividendYieldModel, mirror_option: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security] = None, option_model: typing.Optional[QuantConnect.Indicators.OptionPricingModelType] = None) -> None:
777
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  """
778
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  Initializes a new instance of the ImpliedVolatility class
779
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@@ -786,7 +788,7 @@ class ImpliedVolatility(QuantConnect.Indicators.OptionIndicatorBase):
786
788
  ...
787
789
 
788
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  @overload
789
- def __init__(self, name: str, option: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], risk_free_rate_model: QuantConnect.Data.IRiskFreeInterestRateModel, dividend_yield: float = 0.0, mirror_option: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract] = None, option_model: typing.Optional[QuantConnect.Indicators.OptionPricingModelType] = None) -> None:
791
+ def __init__(self, name: str, option: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], risk_free_rate_model: QuantConnect.Data.IRiskFreeInterestRateModel, dividend_yield: float = 0.0, mirror_option: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security] = None, option_model: typing.Optional[QuantConnect.Indicators.OptionPricingModelType] = None) -> None:
790
792
  """
791
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  Initializes a new instance of the ImpliedVolatility class
792
794
 
@@ -800,7 +802,7 @@ class ImpliedVolatility(QuantConnect.Indicators.OptionIndicatorBase):
800
802
  ...
801
803
 
802
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  @overload
803
- def __init__(self, option: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], risk_free_rate_model: QuantConnect.Data.IRiskFreeInterestRateModel, dividend_yield: float = 0.0, mirror_option: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract] = None, option_model: typing.Optional[QuantConnect.Indicators.OptionPricingModelType] = None) -> None:
805
+ def __init__(self, option: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], risk_free_rate_model: QuantConnect.Data.IRiskFreeInterestRateModel, dividend_yield: float = 0.0, mirror_option: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security] = None, option_model: typing.Optional[QuantConnect.Indicators.OptionPricingModelType] = None) -> None:
804
806
  """
805
807
  Initializes a new instance of the ImpliedVolatility class
806
808
 
@@ -813,7 +815,7 @@ class ImpliedVolatility(QuantConnect.Indicators.OptionIndicatorBase):
813
815
  ...
814
816
 
815
817
  @overload
816
- def __init__(self, name: str, option: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], risk_free_rate: float = 0.05, dividend_yield: float = 0.0, mirror_option: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract] = None, option_model: typing.Optional[QuantConnect.Indicators.OptionPricingModelType] = None) -> None:
818
+ def __init__(self, name: str, option: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], risk_free_rate: float = 0.05, dividend_yield: float = 0.0, mirror_option: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security] = None, option_model: typing.Optional[QuantConnect.Indicators.OptionPricingModelType] = None) -> None:
817
819
  """
818
820
  Initializes a new instance of the ImpliedVolatility class
819
821
 
@@ -827,7 +829,7 @@ class ImpliedVolatility(QuantConnect.Indicators.OptionIndicatorBase):
827
829
  ...
828
830
 
829
831
  @overload
830
- def __init__(self, option: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], risk_free_rate: float = 0.05, dividend_yield: float = 0.0, mirror_option: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract] = None, option_model: typing.Optional[QuantConnect.Indicators.OptionPricingModelType] = None) -> None:
832
+ def __init__(self, option: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], risk_free_rate: float = 0.05, dividend_yield: float = 0.0, mirror_option: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security] = None, option_model: typing.Optional[QuantConnect.Indicators.OptionPricingModelType] = None) -> None:
831
833
  """
832
834
  Initializes a new instance of the ImpliedVolatility class
833
835
 
@@ -899,7 +901,7 @@ class OptionGreeksIndicatorBase(QuantConnect.Indicators.OptionIndicatorBase, met
899
901
  ...
900
902
 
901
903
  @overload
902
- def __init__(self, name: str, option: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], risk_free_rate_model: typing.Any, dividend_yield_model: typing.Any, mirror_option: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract] = None, option_model: typing.Optional[QuantConnect.Indicators.OptionPricingModelType] = None, iv_model: typing.Optional[QuantConnect.Indicators.OptionPricingModelType] = None) -> None:
904
+ def __init__(self, name: str, option: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], risk_free_rate_model: typing.Any, dividend_yield_model: typing.Any, mirror_option: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security] = None, option_model: typing.Optional[QuantConnect.Indicators.OptionPricingModelType] = None, iv_model: typing.Optional[QuantConnect.Indicators.OptionPricingModelType] = None) -> None:
903
905
  """
904
906
  Initializes a new instance of the OptionGreeksIndicatorBase class
905
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@@ -917,7 +919,7 @@ class OptionGreeksIndicatorBase(QuantConnect.Indicators.OptionIndicatorBase, met
917
919
  ...
918
920
 
919
921
  @overload
920
- def __init__(self, name: str, option: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], risk_free_rate_model: typing.Any, dividend_yield: float = 0.0, mirror_option: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract] = None, option_model: typing.Optional[QuantConnect.Indicators.OptionPricingModelType] = None, iv_model: typing.Optional[QuantConnect.Indicators.OptionPricingModelType] = None) -> None:
922
+ def __init__(self, name: str, option: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], risk_free_rate_model: typing.Any, dividend_yield: float = 0.0, mirror_option: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security] = None, option_model: typing.Optional[QuantConnect.Indicators.OptionPricingModelType] = None, iv_model: typing.Optional[QuantConnect.Indicators.OptionPricingModelType] = None) -> None:
921
923
  """
922
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  Initializes a new instance of the OptionGreeksIndicatorBase class
923
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@@ -935,7 +937,7 @@ class OptionGreeksIndicatorBase(QuantConnect.Indicators.OptionIndicatorBase, met
935
937
  ...
936
938
 
937
939
  @overload
938
- def __init__(self, name: str, option: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], risk_free_rate_model: QuantConnect.Data.IRiskFreeInterestRateModel, dividend_yield_model: QuantConnect.Data.IDividendYieldModel, mirror_option: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract] = None, option_model: typing.Optional[QuantConnect.Indicators.OptionPricingModelType] = None, iv_model: typing.Optional[QuantConnect.Indicators.OptionPricingModelType] = None) -> None:
940
+ def __init__(self, name: str, option: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], risk_free_rate_model: QuantConnect.Data.IRiskFreeInterestRateModel, dividend_yield_model: QuantConnect.Data.IDividendYieldModel, mirror_option: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security] = None, option_model: typing.Optional[QuantConnect.Indicators.OptionPricingModelType] = None, iv_model: typing.Optional[QuantConnect.Indicators.OptionPricingModelType] = None) -> None:
939
941
  """
940
942
  Initializes a new instance of the OptionGreeksIndicatorBase class
941
943
 
@@ -953,7 +955,7 @@ class OptionGreeksIndicatorBase(QuantConnect.Indicators.OptionIndicatorBase, met
953
955
  ...
954
956
 
955
957
  @overload
956
- def __init__(self, name: str, option: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], risk_free_rate_model: QuantConnect.Data.IRiskFreeInterestRateModel, dividend_yield: float = 0.0, mirror_option: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract] = None, option_model: typing.Optional[QuantConnect.Indicators.OptionPricingModelType] = None, iv_model: typing.Optional[QuantConnect.Indicators.OptionPricingModelType] = None) -> None:
958
+ def __init__(self, name: str, option: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], risk_free_rate_model: QuantConnect.Data.IRiskFreeInterestRateModel, dividend_yield: float = 0.0, mirror_option: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security] = None, option_model: typing.Optional[QuantConnect.Indicators.OptionPricingModelType] = None, iv_model: typing.Optional[QuantConnect.Indicators.OptionPricingModelType] = None) -> None:
957
959
  """
958
960
  Initializes a new instance of the OptionGreeksIndicatorBase class
959
961
 
@@ -971,7 +973,7 @@ class OptionGreeksIndicatorBase(QuantConnect.Indicators.OptionIndicatorBase, met
971
973
  ...
972
974
 
973
975
  @overload
974
- def __init__(self, name: str, option: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], risk_free_rate: float = 0.05, dividend_yield: float = 0.0, mirror_option: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract] = None, option_model: typing.Optional[QuantConnect.Indicators.OptionPricingModelType] = None, iv_model: typing.Optional[QuantConnect.Indicators.OptionPricingModelType] = None) -> None:
976
+ def __init__(self, name: str, option: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], risk_free_rate: float = 0.05, dividend_yield: float = 0.0, mirror_option: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security] = None, option_model: typing.Optional[QuantConnect.Indicators.OptionPricingModelType] = None, iv_model: typing.Optional[QuantConnect.Indicators.OptionPricingModelType] = None) -> None:
975
977
  """
976
978
  Initializes a new instance of the OptionGreeksIndicatorBase class
977
979
 
@@ -1339,7 +1341,7 @@ class Vega(QuantConnect.Indicators.OptionGreeksIndicatorBase):
1339
1341
  """Option Vega indicator that calculate the Vega of an option"""
1340
1342
 
1341
1343
  @overload
1342
- def __init__(self, name: str, option: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], risk_free_rate_model: typing.Any, dividend_yield_model: typing.Any, mirror_option: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract] = None, option_model: typing.Optional[QuantConnect.Indicators.OptionPricingModelType] = None, iv_model: typing.Optional[QuantConnect.Indicators.OptionPricingModelType] = None) -> None:
1344
+ def __init__(self, name: str, option: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], risk_free_rate_model: typing.Any, dividend_yield_model: typing.Any, mirror_option: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security] = None, option_model: typing.Optional[QuantConnect.Indicators.OptionPricingModelType] = None, iv_model: typing.Optional[QuantConnect.Indicators.OptionPricingModelType] = None) -> None:
1343
1345
  """
1344
1346
  Initializes a new instance of the Vega class
1345
1347
 
@@ -1354,7 +1356,7 @@ class Vega(QuantConnect.Indicators.OptionGreeksIndicatorBase):
1354
1356
  ...
1355
1357
 
1356
1358
  @overload
1357
- def __init__(self, option: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], risk_free_rate_model: typing.Any, dividend_yield_model: typing.Any, mirror_option: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract] = None, option_model: typing.Optional[QuantConnect.Indicators.OptionPricingModelType] = None, iv_model: typing.Optional[QuantConnect.Indicators.OptionPricingModelType] = None) -> None:
1359
+ def __init__(self, option: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], risk_free_rate_model: typing.Any, dividend_yield_model: typing.Any, mirror_option: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security] = None, option_model: typing.Optional[QuantConnect.Indicators.OptionPricingModelType] = None, iv_model: typing.Optional[QuantConnect.Indicators.OptionPricingModelType] = None) -> None:
1358
1360
  """
1359
1361
  Initializes a new instance of the Vega class
1360
1362
 
@@ -1368,7 +1370,7 @@ class Vega(QuantConnect.Indicators.OptionGreeksIndicatorBase):
1368
1370
  ...
1369
1371
 
1370
1372
  @overload
1371
- def __init__(self, name: str, option: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], risk_free_rate_model: typing.Any, dividend_yield: float = 0.0, mirror_option: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract] = None, option_model: typing.Optional[QuantConnect.Indicators.OptionPricingModelType] = None, iv_model: typing.Optional[QuantConnect.Indicators.OptionPricingModelType] = None) -> None:
1373
+ def __init__(self, name: str, option: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], risk_free_rate_model: typing.Any, dividend_yield: float = 0.0, mirror_option: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security] = None, option_model: typing.Optional[QuantConnect.Indicators.OptionPricingModelType] = None, iv_model: typing.Optional[QuantConnect.Indicators.OptionPricingModelType] = None) -> None:
1372
1374
  """
1373
1375
  Initializes a new instance of the Vega class
1374
1376
 
@@ -1383,7 +1385,7 @@ class Vega(QuantConnect.Indicators.OptionGreeksIndicatorBase):
1383
1385
  ...
1384
1386
 
1385
1387
  @overload
1386
- def __init__(self, option: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], risk_free_rate_model: typing.Any, dividend_yield: float = 0.0, mirror_option: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract] = None, option_model: typing.Optional[QuantConnect.Indicators.OptionPricingModelType] = None, iv_model: typing.Optional[QuantConnect.Indicators.OptionPricingModelType] = None) -> None:
1388
+ def __init__(self, option: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], risk_free_rate_model: typing.Any, dividend_yield: float = 0.0, mirror_option: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security] = None, option_model: typing.Optional[QuantConnect.Indicators.OptionPricingModelType] = None, iv_model: typing.Optional[QuantConnect.Indicators.OptionPricingModelType] = None) -> None:
1387
1389
  """
1388
1390
  Initializes a new instance of the Vega class
1389
1391
 
@@ -1397,7 +1399,7 @@ class Vega(QuantConnect.Indicators.OptionGreeksIndicatorBase):
1397
1399
  ...
1398
1400
 
1399
1401
  @overload
1400
- def __init__(self, name: str, option: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], risk_free_rate_model: QuantConnect.Data.IRiskFreeInterestRateModel, dividend_yield_model: QuantConnect.Data.IDividendYieldModel, mirror_option: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract] = None, option_model: typing.Optional[QuantConnect.Indicators.OptionPricingModelType] = None, iv_model: typing.Optional[QuantConnect.Indicators.OptionPricingModelType] = None) -> None:
1402
+ def __init__(self, name: str, option: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], risk_free_rate_model: QuantConnect.Data.IRiskFreeInterestRateModel, dividend_yield_model: QuantConnect.Data.IDividendYieldModel, mirror_option: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security] = None, option_model: typing.Optional[QuantConnect.Indicators.OptionPricingModelType] = None, iv_model: typing.Optional[QuantConnect.Indicators.OptionPricingModelType] = None) -> None:
1401
1403
  """
1402
1404
  Initializes a new instance of the Vega class
1403
1405
 
@@ -1412,7 +1414,7 @@ class Vega(QuantConnect.Indicators.OptionGreeksIndicatorBase):
1412
1414
  ...
1413
1415
 
1414
1416
  @overload
1415
- def __init__(self, option: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], risk_free_rate_model: QuantConnect.Data.IRiskFreeInterestRateModel, dividend_yield_model: QuantConnect.Data.IDividendYieldModel, mirror_option: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract] = None, option_model: typing.Optional[QuantConnect.Indicators.OptionPricingModelType] = None, iv_model: typing.Optional[QuantConnect.Indicators.OptionPricingModelType] = None) -> None:
1417
+ def __init__(self, option: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], risk_free_rate_model: QuantConnect.Data.IRiskFreeInterestRateModel, dividend_yield_model: QuantConnect.Data.IDividendYieldModel, mirror_option: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security] = None, option_model: typing.Optional[QuantConnect.Indicators.OptionPricingModelType] = None, iv_model: typing.Optional[QuantConnect.Indicators.OptionPricingModelType] = None) -> None:
1416
1418
  """
1417
1419
  Initializes a new instance of the Vega class
1418
1420
 
@@ -1426,7 +1428,7 @@ class Vega(QuantConnect.Indicators.OptionGreeksIndicatorBase):
1426
1428
  ...
1427
1429
 
1428
1430
  @overload
1429
- def __init__(self, name: str, option: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], risk_free_rate_model: QuantConnect.Data.IRiskFreeInterestRateModel, dividend_yield: float = 0.0, mirror_option: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract] = None, option_model: typing.Optional[QuantConnect.Indicators.OptionPricingModelType] = None, iv_model: typing.Optional[QuantConnect.Indicators.OptionPricingModelType] = None) -> None:
1431
+ def __init__(self, name: str, option: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], risk_free_rate_model: QuantConnect.Data.IRiskFreeInterestRateModel, dividend_yield: float = 0.0, mirror_option: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security] = None, option_model: typing.Optional[QuantConnect.Indicators.OptionPricingModelType] = None, iv_model: typing.Optional[QuantConnect.Indicators.OptionPricingModelType] = None) -> None:
1430
1432
  """
1431
1433
  Initializes a new instance of the Vega class
1432
1434
 
@@ -1441,7 +1443,7 @@ class Vega(QuantConnect.Indicators.OptionGreeksIndicatorBase):
1441
1443
  ...
1442
1444
 
1443
1445
  @overload
1444
- def __init__(self, option: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], risk_free_rate_model: QuantConnect.Data.IRiskFreeInterestRateModel, dividend_yield: float = 0.0, mirror_option: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract] = None, option_model: typing.Optional[QuantConnect.Indicators.OptionPricingModelType] = None, iv_model: typing.Optional[QuantConnect.Indicators.OptionPricingModelType] = None) -> None:
1446
+ def __init__(self, option: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], risk_free_rate_model: QuantConnect.Data.IRiskFreeInterestRateModel, dividend_yield: float = 0.0, mirror_option: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security] = None, option_model: typing.Optional[QuantConnect.Indicators.OptionPricingModelType] = None, iv_model: typing.Optional[QuantConnect.Indicators.OptionPricingModelType] = None) -> None:
1445
1447
  """
1446
1448
  Initializes a new instance of the Vega class
1447
1449
 
@@ -1455,7 +1457,7 @@ class Vega(QuantConnect.Indicators.OptionGreeksIndicatorBase):
1455
1457
  ...
1456
1458
 
1457
1459
  @overload
1458
- def __init__(self, name: str, option: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], risk_free_rate: float = 0.05, dividend_yield: float = 0.0, mirror_option: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract] = None, option_model: typing.Optional[QuantConnect.Indicators.OptionPricingModelType] = None, iv_model: typing.Optional[QuantConnect.Indicators.OptionPricingModelType] = None) -> None:
1460
+ def __init__(self, name: str, option: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], risk_free_rate: float = 0.05, dividend_yield: float = 0.0, mirror_option: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security] = None, option_model: typing.Optional[QuantConnect.Indicators.OptionPricingModelType] = None, iv_model: typing.Optional[QuantConnect.Indicators.OptionPricingModelType] = None) -> None:
1459
1461
  """
1460
1462
  Initializes a new instance of the Vega class
1461
1463
 
@@ -1470,7 +1472,7 @@ class Vega(QuantConnect.Indicators.OptionGreeksIndicatorBase):
1470
1472
  ...
1471
1473
 
1472
1474
  @overload
1473
- def __init__(self, option: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], risk_free_rate: float = 0.05, dividend_yield: float = 0.0, mirror_option: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract] = None, option_model: typing.Optional[QuantConnect.Indicators.OptionPricingModelType] = None, iv_model: typing.Optional[QuantConnect.Indicators.OptionPricingModelType] = None) -> None:
1475
+ def __init__(self, option: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], risk_free_rate: float = 0.05, dividend_yield: float = 0.0, mirror_option: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security] = None, option_model: typing.Optional[QuantConnect.Indicators.OptionPricingModelType] = None, iv_model: typing.Optional[QuantConnect.Indicators.OptionPricingModelType] = None) -> None:
1474
1476
  """
1475
1477
  Initializes a new instance of the Vega class
1476
1478
 
@@ -2181,7 +2183,7 @@ class AdvanceDeclineIndicator(QuantConnect.Indicators.TradeBarIndicator, QuantCo
2181
2183
  """Initializes a new instance of the AdvanceDeclineRatio class"""
2182
2184
  ...
2183
2185
 
2184
- def add(self, asset: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract]) -> None:
2186
+ def add(self, asset: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security]) -> None:
2185
2187
  """
2186
2188
  Add tracking asset issue
2187
2189
 
@@ -2189,7 +2191,7 @@ class AdvanceDeclineIndicator(QuantConnect.Indicators.TradeBarIndicator, QuantCo
2189
2191
  """
2190
2192
  ...
2191
2193
 
2192
- def add_stock(self, asset: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract]) -> None:
2194
+ def add_stock(self, asset: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security]) -> None:
2193
2195
  """
2194
2196
  Deprecated
2195
2197
 
@@ -2210,7 +2212,7 @@ class AdvanceDeclineIndicator(QuantConnect.Indicators.TradeBarIndicator, QuantCo
2210
2212
  """
2211
2213
  ...
2212
2214
 
2213
- def remove(self, asset: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract]) -> None:
2215
+ def remove(self, asset: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security]) -> None:
2214
2216
  """
2215
2217
  Remove tracking asset issue
2216
2218
 
@@ -2218,7 +2220,7 @@ class AdvanceDeclineIndicator(QuantConnect.Indicators.TradeBarIndicator, QuantCo
2218
2220
  """
2219
2221
  ...
2220
2222
 
2221
- def remove_stock(self, asset: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract]) -> None:
2223
+ def remove_stock(self, asset: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security]) -> None:
2222
2224
  """
2223
2225
  Deprecated
2224
2226
 
@@ -2310,7 +2312,7 @@ class McClellanOscillator(QuantConnect.Indicators.TradeBarIndicator, QuantConnec
2310
2312
  """
2311
2313
  ...
2312
2314
 
2313
- def add(self, asset: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract]) -> None:
2315
+ def add(self, asset: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security]) -> None:
2314
2316
  """
2315
2317
  Add Tracking asset issue
2316
2318
 
@@ -2330,7 +2332,7 @@ class McClellanOscillator(QuantConnect.Indicators.TradeBarIndicator, QuantConnec
2330
2332
  """
2331
2333
  ...
2332
2334
 
2333
- def remove(self, asset: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract]) -> None:
2335
+ def remove(self, asset: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security]) -> None:
2334
2336
  """
2335
2337
  Remove Tracking asset issue
2336
2338
 
@@ -2398,7 +2400,7 @@ class McClellanSummationIndex(QuantConnect.Indicators.TradeBarIndicator, QuantCo
2398
2400
  """
2399
2401
  ...
2400
2402
 
2401
- def add(self, asset: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract]) -> None:
2403
+ def add(self, asset: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security]) -> None:
2402
2404
  """
2403
2405
  Add Tracking asset issue
2404
2406
 
@@ -2418,7 +2420,7 @@ class McClellanSummationIndex(QuantConnect.Indicators.TradeBarIndicator, QuantCo
2418
2420
  """
2419
2421
  ...
2420
2422
 
2421
- def remove(self, asset: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract]) -> None:
2423
+ def remove(self, asset: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security]) -> None:
2422
2424
  """
2423
2425
  Remove Tracking asset issue
2424
2426
 
@@ -5062,7 +5064,7 @@ class ArmsIndex(QuantConnect.Indicators.TradeBarIndicator, QuantConnect.Indicato
5062
5064
  """Initializes a new instance of the ArmsIndex class"""
5063
5065
  ...
5064
5066
 
5065
- def add(self, asset: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract]) -> None:
5067
+ def add(self, asset: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security]) -> None:
5066
5068
  """
5067
5069
  Add Tracking stock issue
5068
5070
 
@@ -5070,7 +5072,7 @@ class ArmsIndex(QuantConnect.Indicators.TradeBarIndicator, QuantConnect.Indicato
5070
5072
  """
5071
5073
  ...
5072
5074
 
5073
- def add_stock(self, asset: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract]) -> None:
5075
+ def add_stock(self, asset: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security]) -> None:
5074
5076
  """
5075
5077
  Deprecated
5076
5078
 
@@ -5091,7 +5093,7 @@ class ArmsIndex(QuantConnect.Indicators.TradeBarIndicator, QuantConnect.Indicato
5091
5093
  """
5092
5094
  ...
5093
5095
 
5094
- def remove(self, asset: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract]) -> None:
5096
+ def remove(self, asset: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security]) -> None:
5095
5097
  """
5096
5098
  Remove Tracking stock issue
5097
5099
 
@@ -5099,7 +5101,7 @@ class ArmsIndex(QuantConnect.Indicators.TradeBarIndicator, QuantConnect.Indicato
5099
5101
  """
5100
5102
  ...
5101
5103
 
5102
- def remove_stock(self, asset: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract]) -> None:
5104
+ def remove_stock(self, asset: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security]) -> None:
5103
5105
  """
5104
5106
  Deprecated
5105
5107
 
@@ -5425,6 +5427,108 @@ class ConnorsRelativeStrengthIndex(QuantConnect.Indicators.Indicator, QuantConne
5425
5427
  ...
5426
5428
 
5427
5429
 
5430
+ class NewHighsNewLows(typing.Generic[QuantConnect_Indicators_NewHighsNewLows_T], QuantConnect.Indicators.IndicatorBase[QuantConnect_Indicators_NewHighsNewLows_T], QuantConnect.Indicators.IIndicatorWarmUpPeriodProvider, metaclass=abc.ABCMeta):
5431
+ """
5432
+ The New Highs - New Lows indicator displays the daily difference or ratio between
5433
+ the number of assets reaching new highs and the number of stocks reaching new lows
5434
+ in defined time period.
5435
+ """
5436
+
5437
+ @property
5438
+ def difference(self) -> QuantConnect.Indicators.IndicatorBase[QuantConnect.Data.Market.IBaseDataBar]:
5439
+ """
5440
+ Difference between the number of assets reaching new highs and the number of assets
5441
+ reaching new lows in defined time period.
5442
+ """
5443
+ ...
5444
+
5445
+ @property
5446
+ def ratio(self) -> QuantConnect.Indicators.IndicatorBase[QuantConnect.Data.Market.IBaseDataBar]:
5447
+ """
5448
+ Ratio between the number of assets reaching new highs and the number of assets
5449
+ reaching new lows in defined time period.
5450
+ """
5451
+ ...
5452
+
5453
+ @property
5454
+ def new_highs(self) -> System.Collections.Generic.ICollection[QuantConnect_Indicators_NewHighsNewLows_T]:
5455
+ """
5456
+ List of assets that reached new high
5457
+
5458
+
5459
+ This codeEntityType is protected.
5460
+ """
5461
+ ...
5462
+
5463
+ @property
5464
+ def new_lows(self) -> System.Collections.Generic.ICollection[QuantConnect_Indicators_NewHighsNewLows_T]:
5465
+ """
5466
+ List of assets that reached new high
5467
+
5468
+
5469
+ This codeEntityType is protected.
5470
+ """
5471
+ ...
5472
+
5473
+ @property
5474
+ def is_ready(self) -> bool:
5475
+ """Gets a flag indicating when this indicator is ready and fully initialized"""
5476
+ ...
5477
+
5478
+ @property
5479
+ def warm_up_period(self) -> int:
5480
+ """Required period, in data points, for the indicator to be ready and fully initialized."""
5481
+ ...
5482
+
5483
+ def __init__(self, name: str, period: int) -> None:
5484
+ """Initializes a new instance of the NewHighsNewLows class"""
5485
+ ...
5486
+
5487
+ def add(self, asset: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security]) -> None:
5488
+ """
5489
+ Add tracking asset issue
5490
+
5491
+ :param asset: tracking asset issue
5492
+ """
5493
+ ...
5494
+
5495
+ def compute_next_value(self, input: QuantConnect_Indicators_NewHighsNewLows_T) -> float:
5496
+ """
5497
+ Computes the next value of this indicator from the given state
5498
+
5499
+
5500
+ This codeEntityType is protected.
5501
+
5502
+ :param input: The input given to the indicator
5503
+ :returns: A new value for this indicator.
5504
+ """
5505
+ ...
5506
+
5507
+ def remove(self, asset: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security]) -> None:
5508
+ """
5509
+ Remove tracking asset issue
5510
+
5511
+ :param asset: tracking asset issue
5512
+ """
5513
+ ...
5514
+
5515
+ def reset(self) -> None:
5516
+ """Resets this indicator to its initial state"""
5517
+ ...
5518
+
5519
+ def validate_and_compute_next_value(self, input: QuantConnect_Indicators_NewHighsNewLows_T) -> QuantConnect.Indicators.IndicatorResult:
5520
+ """
5521
+ Computes the next value of this indicator from the given state
5522
+
5523
+
5524
+ This codeEntityType is protected.
5525
+
5526
+ :param input: The input given to the indicator
5527
+ :returns: A new value for this indicator.
5528
+ """
5529
+ ...
5530
+
5531
+
5428
5532
  class DualSymbolIndicator(typing.Generic[QuantConnect_Indicators_DualSymbolIndicator_TInput], QuantConnect.Indicators.MultiSymbolIndicator[QuantConnect_Indicators_DualSymbolIndicator_TInput], metaclass=abc.ABCMeta):
5429
5533
  """Base class for indicators that work with two different symbols and calculate an indicator based on them."""
5430
5534
 
@@ -5468,7 +5572,7 @@ class DualSymbolIndicator(typing.Generic[QuantConnect_Indicators_DualSymbolIndic
5468
5572
  """
5469
5573
  ...
5470
5574
 
5471
- def __init__(self, name: str, target_symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], reference_symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], period: int) -> None:
5575
+ def __init__(self, name: str, target_symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], reference_symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], period: int) -> None:
5472
5576
  """
5473
5577
  Initializes the dual symbol indicator.
5474
5578
 
@@ -7626,7 +7730,7 @@ class Theta(QuantConnect.Indicators.OptionGreeksIndicatorBase):
7626
7730
  """Option Theta indicator that calculate the theta of an option"""
7627
7731
 
7628
7732
  @overload
7629
- def __init__(self, name: str, option: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], risk_free_rate_model: typing.Any, dividend_yield_model: typing.Any, mirror_option: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract] = None, option_model: typing.Optional[QuantConnect.Indicators.OptionPricingModelType] = None, iv_model: typing.Optional[QuantConnect.Indicators.OptionPricingModelType] = None) -> None:
7733
+ def __init__(self, name: str, option: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], risk_free_rate_model: typing.Any, dividend_yield_model: typing.Any, mirror_option: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security] = None, option_model: typing.Optional[QuantConnect.Indicators.OptionPricingModelType] = None, iv_model: typing.Optional[QuantConnect.Indicators.OptionPricingModelType] = None) -> None:
7630
7734
  """
7631
7735
  Initializes a new instance of the Theta class
7632
7736
 
@@ -7641,7 +7745,7 @@ class Theta(QuantConnect.Indicators.OptionGreeksIndicatorBase):
7641
7745
  ...
7642
7746
 
7643
7747
  @overload
7644
- def __init__(self, option: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], risk_free_rate_model: typing.Any, dividend_yield_model: typing.Any, mirror_option: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract] = None, option_model: typing.Optional[QuantConnect.Indicators.OptionPricingModelType] = None, iv_model: typing.Optional[QuantConnect.Indicators.OptionPricingModelType] = None) -> None:
7748
+ def __init__(self, option: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], risk_free_rate_model: typing.Any, dividend_yield_model: typing.Any, mirror_option: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security] = None, option_model: typing.Optional[QuantConnect.Indicators.OptionPricingModelType] = None, iv_model: typing.Optional[QuantConnect.Indicators.OptionPricingModelType] = None) -> None:
7645
7749
  """
7646
7750
  Initializes a new instance of the Theta class
7647
7751
 
@@ -7655,7 +7759,7 @@ class Theta(QuantConnect.Indicators.OptionGreeksIndicatorBase):
7655
7759
  ...
7656
7760
 
7657
7761
  @overload
7658
- def __init__(self, name: str, option: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], risk_free_rate_model: typing.Any, dividend_yield: float = 0.0, mirror_option: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract] = None, option_model: typing.Optional[QuantConnect.Indicators.OptionPricingModelType] = None, iv_model: typing.Optional[QuantConnect.Indicators.OptionPricingModelType] = None) -> None:
7762
+ def __init__(self, name: str, option: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], risk_free_rate_model: typing.Any, dividend_yield: float = 0.0, mirror_option: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security] = None, option_model: typing.Optional[QuantConnect.Indicators.OptionPricingModelType] = None, iv_model: typing.Optional[QuantConnect.Indicators.OptionPricingModelType] = None) -> None:
7659
7763
  """
7660
7764
  Initializes a new instance of the Theta class
7661
7765
 
@@ -7670,7 +7774,7 @@ class Theta(QuantConnect.Indicators.OptionGreeksIndicatorBase):
7670
7774
  ...
7671
7775
 
7672
7776
  @overload
7673
- def __init__(self, option: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], risk_free_rate_model: typing.Any, dividend_yield: float = 0.0, mirror_option: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract] = None, option_model: typing.Optional[QuantConnect.Indicators.OptionPricingModelType] = None, iv_model: typing.Optional[QuantConnect.Indicators.OptionPricingModelType] = None) -> None:
7777
+ def __init__(self, option: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], risk_free_rate_model: typing.Any, dividend_yield: float = 0.0, mirror_option: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security] = None, option_model: typing.Optional[QuantConnect.Indicators.OptionPricingModelType] = None, iv_model: typing.Optional[QuantConnect.Indicators.OptionPricingModelType] = None) -> None:
7674
7778
  """
7675
7779
  Initializes a new instance of the Theta class
7676
7780
 
@@ -7684,7 +7788,7 @@ class Theta(QuantConnect.Indicators.OptionGreeksIndicatorBase):
7684
7788
  ...
7685
7789
 
7686
7790
  @overload
7687
- def __init__(self, name: str, option: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], risk_free_rate_model: QuantConnect.Data.IRiskFreeInterestRateModel, dividend_yield_model: QuantConnect.Data.IDividendYieldModel, mirror_option: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract] = None, option_model: typing.Optional[QuantConnect.Indicators.OptionPricingModelType] = None, iv_model: typing.Optional[QuantConnect.Indicators.OptionPricingModelType] = None) -> None:
7791
+ def __init__(self, name: str, option: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], risk_free_rate_model: QuantConnect.Data.IRiskFreeInterestRateModel, dividend_yield_model: QuantConnect.Data.IDividendYieldModel, mirror_option: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security] = None, option_model: typing.Optional[QuantConnect.Indicators.OptionPricingModelType] = None, iv_model: typing.Optional[QuantConnect.Indicators.OptionPricingModelType] = None) -> None:
7688
7792
  """
7689
7793
  Initializes a new instance of the Theta class
7690
7794
 
@@ -7699,7 +7803,7 @@ class Theta(QuantConnect.Indicators.OptionGreeksIndicatorBase):
7699
7803
  ...
7700
7804
 
7701
7805
  @overload
7702
- def __init__(self, option: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], risk_free_rate_model: QuantConnect.Data.IRiskFreeInterestRateModel, dividend_yield_model: QuantConnect.Data.IDividendYieldModel, mirror_option: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract] = None, option_model: typing.Optional[QuantConnect.Indicators.OptionPricingModelType] = None, iv_model: typing.Optional[QuantConnect.Indicators.OptionPricingModelType] = None) -> None:
7806
+ def __init__(self, option: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], risk_free_rate_model: QuantConnect.Data.IRiskFreeInterestRateModel, dividend_yield_model: QuantConnect.Data.IDividendYieldModel, mirror_option: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security] = None, option_model: typing.Optional[QuantConnect.Indicators.OptionPricingModelType] = None, iv_model: typing.Optional[QuantConnect.Indicators.OptionPricingModelType] = None) -> None:
7703
7807
  """
7704
7808
  Initializes a new instance of the Theta class
7705
7809
 
@@ -7713,7 +7817,7 @@ class Theta(QuantConnect.Indicators.OptionGreeksIndicatorBase):
7713
7817
  ...
7714
7818
 
7715
7819
  @overload
7716
- def __init__(self, name: str, option: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], risk_free_rate_model: QuantConnect.Data.IRiskFreeInterestRateModel, dividend_yield: float = 0.0, mirror_option: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract] = None, option_model: typing.Optional[QuantConnect.Indicators.OptionPricingModelType] = None, iv_model: typing.Optional[QuantConnect.Indicators.OptionPricingModelType] = None) -> None:
7820
+ def __init__(self, name: str, option: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], risk_free_rate_model: QuantConnect.Data.IRiskFreeInterestRateModel, dividend_yield: float = 0.0, mirror_option: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security] = None, option_model: typing.Optional[QuantConnect.Indicators.OptionPricingModelType] = None, iv_model: typing.Optional[QuantConnect.Indicators.OptionPricingModelType] = None) -> None:
7717
7821
  """
7718
7822
  Initializes a new instance of the Theta class
7719
7823
 
@@ -7728,7 +7832,7 @@ class Theta(QuantConnect.Indicators.OptionGreeksIndicatorBase):
7728
7832
  ...
7729
7833
 
7730
7834
  @overload
7731
- def __init__(self, option: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], risk_free_rate_model: QuantConnect.Data.IRiskFreeInterestRateModel, dividend_yield: float = 0.0, mirror_option: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract] = None, option_model: typing.Optional[QuantConnect.Indicators.OptionPricingModelType] = None, iv_model: typing.Optional[QuantConnect.Indicators.OptionPricingModelType] = None) -> None:
7835
+ def __init__(self, option: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], risk_free_rate_model: QuantConnect.Data.IRiskFreeInterestRateModel, dividend_yield: float = 0.0, mirror_option: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security] = None, option_model: typing.Optional[QuantConnect.Indicators.OptionPricingModelType] = None, iv_model: typing.Optional[QuantConnect.Indicators.OptionPricingModelType] = None) -> None:
7732
7836
  """
7733
7837
  Initializes a new instance of the Theta class
7734
7838
 
@@ -7742,7 +7846,7 @@ class Theta(QuantConnect.Indicators.OptionGreeksIndicatorBase):
7742
7846
  ...
7743
7847
 
7744
7848
  @overload
7745
- def __init__(self, name: str, option: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], risk_free_rate: float = 0.05, dividend_yield: float = 0.0, mirror_option: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract] = None, option_model: typing.Optional[QuantConnect.Indicators.OptionPricingModelType] = None, iv_model: typing.Optional[QuantConnect.Indicators.OptionPricingModelType] = None) -> None:
7849
+ def __init__(self, name: str, option: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], risk_free_rate: float = 0.05, dividend_yield: float = 0.0, mirror_option: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security] = None, option_model: typing.Optional[QuantConnect.Indicators.OptionPricingModelType] = None, iv_model: typing.Optional[QuantConnect.Indicators.OptionPricingModelType] = None) -> None:
7746
7850
  """
7747
7851
  Initializes a new instance of the Theta class
7748
7852
 
@@ -7757,7 +7861,7 @@ class Theta(QuantConnect.Indicators.OptionGreeksIndicatorBase):
7757
7861
  ...
7758
7862
 
7759
7863
  @overload
7760
- def __init__(self, option: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], risk_free_rate: float = 0.05, dividend_yield: float = 0.0, mirror_option: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract] = None, option_model: typing.Optional[QuantConnect.Indicators.OptionPricingModelType] = None, iv_model: typing.Optional[QuantConnect.Indicators.OptionPricingModelType] = None) -> None:
7864
+ def __init__(self, option: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], risk_free_rate: float = 0.05, dividend_yield: float = 0.0, mirror_option: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security] = None, option_model: typing.Optional[QuantConnect.Indicators.OptionPricingModelType] = None, iv_model: typing.Optional[QuantConnect.Indicators.OptionPricingModelType] = None) -> None:
7761
7865
  """
7762
7866
  Initializes a new instance of the Theta class
7763
7867
 
@@ -8632,7 +8736,7 @@ class Delta(QuantConnect.Indicators.OptionGreeksIndicatorBase):
8632
8736
  """Option Delta indicator that calculate the delta of an option"""
8633
8737
 
8634
8738
  @overload
8635
- def __init__(self, name: str, option: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], risk_free_rate_model: typing.Any, dividend_yield_model: typing.Any, mirror_option: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract] = None, option_model: typing.Optional[QuantConnect.Indicators.OptionPricingModelType] = None, iv_model: typing.Optional[QuantConnect.Indicators.OptionPricingModelType] = None) -> None:
8739
+ def __init__(self, name: str, option: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], risk_free_rate_model: typing.Any, dividend_yield_model: typing.Any, mirror_option: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security] = None, option_model: typing.Optional[QuantConnect.Indicators.OptionPricingModelType] = None, iv_model: typing.Optional[QuantConnect.Indicators.OptionPricingModelType] = None) -> None:
8636
8740
  """
8637
8741
  Initializes a new instance of the Delta class
8638
8742
 
@@ -8647,7 +8751,7 @@ class Delta(QuantConnect.Indicators.OptionGreeksIndicatorBase):
8647
8751
  ...
8648
8752
 
8649
8753
  @overload
8650
- def __init__(self, option: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], risk_free_rate_model: typing.Any, dividend_yield_model: typing.Any, mirror_option: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract] = None, option_model: typing.Optional[QuantConnect.Indicators.OptionPricingModelType] = None, iv_model: typing.Optional[QuantConnect.Indicators.OptionPricingModelType] = None) -> None:
8754
+ def __init__(self, option: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], risk_free_rate_model: typing.Any, dividend_yield_model: typing.Any, mirror_option: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security] = None, option_model: typing.Optional[QuantConnect.Indicators.OptionPricingModelType] = None, iv_model: typing.Optional[QuantConnect.Indicators.OptionPricingModelType] = None) -> None:
8651
8755
  """
8652
8756
  Initializes a new instance of the Delta class
8653
8757
 
@@ -8661,7 +8765,7 @@ class Delta(QuantConnect.Indicators.OptionGreeksIndicatorBase):
8661
8765
  ...
8662
8766
 
8663
8767
  @overload
8664
- def __init__(self, name: str, option: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], risk_free_rate_model: typing.Any, dividend_yield: float = 0.0, mirror_option: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract] = None, option_model: typing.Optional[QuantConnect.Indicators.OptionPricingModelType] = None, iv_model: typing.Optional[QuantConnect.Indicators.OptionPricingModelType] = None) -> None:
8768
+ def __init__(self, name: str, option: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], risk_free_rate_model: typing.Any, dividend_yield: float = 0.0, mirror_option: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security] = None, option_model: typing.Optional[QuantConnect.Indicators.OptionPricingModelType] = None, iv_model: typing.Optional[QuantConnect.Indicators.OptionPricingModelType] = None) -> None:
8665
8769
  """
8666
8770
  Initializes a new instance of the Delta class
8667
8771
 
@@ -8676,7 +8780,7 @@ class Delta(QuantConnect.Indicators.OptionGreeksIndicatorBase):
8676
8780
  ...
8677
8781
 
8678
8782
  @overload
8679
- def __init__(self, option: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], risk_free_rate_model: typing.Any, dividend_yield: float = 0.0, mirror_option: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract] = None, option_model: typing.Optional[QuantConnect.Indicators.OptionPricingModelType] = None, iv_model: typing.Optional[QuantConnect.Indicators.OptionPricingModelType] = None) -> None:
8783
+ def __init__(self, option: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], risk_free_rate_model: typing.Any, dividend_yield: float = 0.0, mirror_option: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security] = None, option_model: typing.Optional[QuantConnect.Indicators.OptionPricingModelType] = None, iv_model: typing.Optional[QuantConnect.Indicators.OptionPricingModelType] = None) -> None:
8680
8784
  """
8681
8785
  Initializes a new instance of the Delta class
8682
8786
 
@@ -8690,7 +8794,7 @@ class Delta(QuantConnect.Indicators.OptionGreeksIndicatorBase):
8690
8794
  ...
8691
8795
 
8692
8796
  @overload
8693
- def __init__(self, name: str, option: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], risk_free_rate_model: QuantConnect.Data.IRiskFreeInterestRateModel, dividend_yield_model: QuantConnect.Data.IDividendYieldModel, mirror_option: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract] = None, option_model: typing.Optional[QuantConnect.Indicators.OptionPricingModelType] = None, iv_model: typing.Optional[QuantConnect.Indicators.OptionPricingModelType] = None) -> None:
8797
+ def __init__(self, name: str, option: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], risk_free_rate_model: QuantConnect.Data.IRiskFreeInterestRateModel, dividend_yield_model: QuantConnect.Data.IDividendYieldModel, mirror_option: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security] = None, option_model: typing.Optional[QuantConnect.Indicators.OptionPricingModelType] = None, iv_model: typing.Optional[QuantConnect.Indicators.OptionPricingModelType] = None) -> None:
8694
8798
  """
8695
8799
  Initializes a new instance of the Delta class
8696
8800
 
@@ -8705,7 +8809,7 @@ class Delta(QuantConnect.Indicators.OptionGreeksIndicatorBase):
8705
8809
  ...
8706
8810
 
8707
8811
  @overload
8708
- def __init__(self, option: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], risk_free_rate_model: QuantConnect.Data.IRiskFreeInterestRateModel, dividend_yield_model: QuantConnect.Data.IDividendYieldModel, mirror_option: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract] = None, option_model: typing.Optional[QuantConnect.Indicators.OptionPricingModelType] = None, iv_model: typing.Optional[QuantConnect.Indicators.OptionPricingModelType] = None) -> None:
8812
+ def __init__(self, option: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], risk_free_rate_model: QuantConnect.Data.IRiskFreeInterestRateModel, dividend_yield_model: QuantConnect.Data.IDividendYieldModel, mirror_option: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security] = None, option_model: typing.Optional[QuantConnect.Indicators.OptionPricingModelType] = None, iv_model: typing.Optional[QuantConnect.Indicators.OptionPricingModelType] = None) -> None:
8709
8813
  """
8710
8814
  Initializes a new instance of the Delta class
8711
8815
 
@@ -8719,7 +8823,7 @@ class Delta(QuantConnect.Indicators.OptionGreeksIndicatorBase):
8719
8823
  ...
8720
8824
 
8721
8825
  @overload
8722
- def __init__(self, name: str, option: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], risk_free_rate_model: QuantConnect.Data.IRiskFreeInterestRateModel, dividend_yield: float = 0.0, mirror_option: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract] = None, option_model: typing.Optional[QuantConnect.Indicators.OptionPricingModelType] = None, iv_model: typing.Optional[QuantConnect.Indicators.OptionPricingModelType] = None) -> None:
8826
+ def __init__(self, name: str, option: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], risk_free_rate_model: QuantConnect.Data.IRiskFreeInterestRateModel, dividend_yield: float = 0.0, mirror_option: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security] = None, option_model: typing.Optional[QuantConnect.Indicators.OptionPricingModelType] = None, iv_model: typing.Optional[QuantConnect.Indicators.OptionPricingModelType] = None) -> None:
8723
8827
  """
8724
8828
  Initializes a new instance of the Delta class
8725
8829
 
@@ -8734,7 +8838,7 @@ class Delta(QuantConnect.Indicators.OptionGreeksIndicatorBase):
8734
8838
  ...
8735
8839
 
8736
8840
  @overload
8737
- def __init__(self, option: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], risk_free_rate_model: QuantConnect.Data.IRiskFreeInterestRateModel, dividend_yield: float = 0.0, mirror_option: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract] = None, option_model: typing.Optional[QuantConnect.Indicators.OptionPricingModelType] = None, iv_model: typing.Optional[QuantConnect.Indicators.OptionPricingModelType] = None) -> None:
8841
+ def __init__(self, option: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], risk_free_rate_model: QuantConnect.Data.IRiskFreeInterestRateModel, dividend_yield: float = 0.0, mirror_option: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security] = None, option_model: typing.Optional[QuantConnect.Indicators.OptionPricingModelType] = None, iv_model: typing.Optional[QuantConnect.Indicators.OptionPricingModelType] = None) -> None:
8738
8842
  """
8739
8843
  Initializes a new instance of the Delta class
8740
8844
 
@@ -8748,7 +8852,7 @@ class Delta(QuantConnect.Indicators.OptionGreeksIndicatorBase):
8748
8852
  ...
8749
8853
 
8750
8854
  @overload
8751
- def __init__(self, name: str, option: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], risk_free_rate: float = 0.05, dividend_yield: float = 0.0, mirror_option: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract] = None, option_model: typing.Optional[QuantConnect.Indicators.OptionPricingModelType] = None, iv_model: typing.Optional[QuantConnect.Indicators.OptionPricingModelType] = None) -> None:
8855
+ def __init__(self, name: str, option: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], risk_free_rate: float = 0.05, dividend_yield: float = 0.0, mirror_option: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security] = None, option_model: typing.Optional[QuantConnect.Indicators.OptionPricingModelType] = None, iv_model: typing.Optional[QuantConnect.Indicators.OptionPricingModelType] = None) -> None:
8752
8856
  """
8753
8857
  Initializes a new instance of the Delta class
8754
8858
 
@@ -8763,7 +8867,7 @@ class Delta(QuantConnect.Indicators.OptionGreeksIndicatorBase):
8763
8867
  ...
8764
8868
 
8765
8869
  @overload
8766
- def __init__(self, option: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], risk_free_rate: float = 0.05, dividend_yield: float = 0.0, mirror_option: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract] = None, option_model: typing.Optional[QuantConnect.Indicators.OptionPricingModelType] = None, iv_model: typing.Optional[QuantConnect.Indicators.OptionPricingModelType] = None) -> None:
8870
+ def __init__(self, option: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], risk_free_rate: float = 0.05, dividend_yield: float = 0.0, mirror_option: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security] = None, option_model: typing.Optional[QuantConnect.Indicators.OptionPricingModelType] = None, iv_model: typing.Optional[QuantConnect.Indicators.OptionPricingModelType] = None) -> None:
8767
8871
  """
8768
8872
  Initializes a new instance of the Delta class
8769
8873
 
@@ -8918,7 +9022,7 @@ class Gamma(QuantConnect.Indicators.OptionGreeksIndicatorBase):
8918
9022
  """Option Gamma indicator that calculate the gamma of an option"""
8919
9023
 
8920
9024
  @overload
8921
- def __init__(self, name: str, option: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], risk_free_rate_model: typing.Any, dividend_yield_model: typing.Any, mirror_option: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract] = None, option_model: typing.Optional[QuantConnect.Indicators.OptionPricingModelType] = None, iv_model: typing.Optional[QuantConnect.Indicators.OptionPricingModelType] = None) -> None:
9025
+ def __init__(self, name: str, option: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], risk_free_rate_model: typing.Any, dividend_yield_model: typing.Any, mirror_option: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security] = None, option_model: typing.Optional[QuantConnect.Indicators.OptionPricingModelType] = None, iv_model: typing.Optional[QuantConnect.Indicators.OptionPricingModelType] = None) -> None:
8922
9026
  """
8923
9027
  Initializes a new instance of the Gamma class
8924
9028
 
@@ -8933,7 +9037,7 @@ class Gamma(QuantConnect.Indicators.OptionGreeksIndicatorBase):
8933
9037
  ...
8934
9038
 
8935
9039
  @overload
8936
- def __init__(self, option: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], risk_free_rate_model: typing.Any, dividend_yield_model: typing.Any, mirror_option: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract] = None, option_model: typing.Optional[QuantConnect.Indicators.OptionPricingModelType] = None, iv_model: typing.Optional[QuantConnect.Indicators.OptionPricingModelType] = None) -> None:
9040
+ def __init__(self, option: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], risk_free_rate_model: typing.Any, dividend_yield_model: typing.Any, mirror_option: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security] = None, option_model: typing.Optional[QuantConnect.Indicators.OptionPricingModelType] = None, iv_model: typing.Optional[QuantConnect.Indicators.OptionPricingModelType] = None) -> None:
8937
9041
  """
8938
9042
  Initializes a new instance of the Gamma class
8939
9043
 
@@ -8947,7 +9051,7 @@ class Gamma(QuantConnect.Indicators.OptionGreeksIndicatorBase):
8947
9051
  ...
8948
9052
 
8949
9053
  @overload
8950
- def __init__(self, name: str, option: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], risk_free_rate_model: typing.Any, dividend_yield: float = 0.0, mirror_option: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract] = None, option_model: typing.Optional[QuantConnect.Indicators.OptionPricingModelType] = None, iv_model: typing.Optional[QuantConnect.Indicators.OptionPricingModelType] = None) -> None:
9054
+ def __init__(self, name: str, option: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], risk_free_rate_model: typing.Any, dividend_yield: float = 0.0, mirror_option: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security] = None, option_model: typing.Optional[QuantConnect.Indicators.OptionPricingModelType] = None, iv_model: typing.Optional[QuantConnect.Indicators.OptionPricingModelType] = None) -> None:
8951
9055
  """
8952
9056
  Initializes a new instance of the Gamma class
8953
9057
 
@@ -8962,7 +9066,7 @@ class Gamma(QuantConnect.Indicators.OptionGreeksIndicatorBase):
8962
9066
  ...
8963
9067
 
8964
9068
  @overload
8965
- def __init__(self, option: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], risk_free_rate_model: typing.Any, dividend_yield: float = 0.0, mirror_option: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract] = None, option_model: typing.Optional[QuantConnect.Indicators.OptionPricingModelType] = None, iv_model: typing.Optional[QuantConnect.Indicators.OptionPricingModelType] = None) -> None:
9069
+ def __init__(self, option: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], risk_free_rate_model: typing.Any, dividend_yield: float = 0.0, mirror_option: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security] = None, option_model: typing.Optional[QuantConnect.Indicators.OptionPricingModelType] = None, iv_model: typing.Optional[QuantConnect.Indicators.OptionPricingModelType] = None) -> None:
8966
9070
  """
8967
9071
  Initializes a new instance of the Gamma class
8968
9072
 
@@ -8976,7 +9080,7 @@ class Gamma(QuantConnect.Indicators.OptionGreeksIndicatorBase):
8976
9080
  ...
8977
9081
 
8978
9082
  @overload
8979
- def __init__(self, name: str, option: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], risk_free_rate_model: QuantConnect.Data.IRiskFreeInterestRateModel, dividend_yield_model: QuantConnect.Data.IDividendYieldModel, mirror_option: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract] = None, option_model: typing.Optional[QuantConnect.Indicators.OptionPricingModelType] = None, iv_model: typing.Optional[QuantConnect.Indicators.OptionPricingModelType] = None) -> None:
9083
+ def __init__(self, name: str, option: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], risk_free_rate_model: QuantConnect.Data.IRiskFreeInterestRateModel, dividend_yield_model: QuantConnect.Data.IDividendYieldModel, mirror_option: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security] = None, option_model: typing.Optional[QuantConnect.Indicators.OptionPricingModelType] = None, iv_model: typing.Optional[QuantConnect.Indicators.OptionPricingModelType] = None) -> None:
8980
9084
  """
8981
9085
  Initializes a new instance of the Gamma class
8982
9086
 
@@ -8991,7 +9095,7 @@ class Gamma(QuantConnect.Indicators.OptionGreeksIndicatorBase):
8991
9095
  ...
8992
9096
 
8993
9097
  @overload
8994
- def __init__(self, option: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], risk_free_rate_model: QuantConnect.Data.IRiskFreeInterestRateModel, dividend_yield_model: QuantConnect.Data.IDividendYieldModel, mirror_option: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract] = None, option_model: typing.Optional[QuantConnect.Indicators.OptionPricingModelType] = None, iv_model: typing.Optional[QuantConnect.Indicators.OptionPricingModelType] = None) -> None:
9098
+ def __init__(self, option: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], risk_free_rate_model: QuantConnect.Data.IRiskFreeInterestRateModel, dividend_yield_model: QuantConnect.Data.IDividendYieldModel, mirror_option: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security] = None, option_model: typing.Optional[QuantConnect.Indicators.OptionPricingModelType] = None, iv_model: typing.Optional[QuantConnect.Indicators.OptionPricingModelType] = None) -> None:
8995
9099
  """
8996
9100
  Initializes a new instance of the Gamma class
8997
9101
 
@@ -9005,7 +9109,7 @@ class Gamma(QuantConnect.Indicators.OptionGreeksIndicatorBase):
9005
9109
  ...
9006
9110
 
9007
9111
  @overload
9008
- def __init__(self, name: str, option: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], risk_free_rate_model: QuantConnect.Data.IRiskFreeInterestRateModel, dividend_yield: float = 0.0, mirror_option: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract] = None, option_model: typing.Optional[QuantConnect.Indicators.OptionPricingModelType] = None, iv_model: typing.Optional[QuantConnect.Indicators.OptionPricingModelType] = None) -> None:
9112
+ def __init__(self, name: str, option: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], risk_free_rate_model: QuantConnect.Data.IRiskFreeInterestRateModel, dividend_yield: float = 0.0, mirror_option: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security] = None, option_model: typing.Optional[QuantConnect.Indicators.OptionPricingModelType] = None, iv_model: typing.Optional[QuantConnect.Indicators.OptionPricingModelType] = None) -> None:
9009
9113
  """
9010
9114
  Initializes a new instance of the Gamma class
9011
9115
 
@@ -9020,7 +9124,7 @@ class Gamma(QuantConnect.Indicators.OptionGreeksIndicatorBase):
9020
9124
  ...
9021
9125
 
9022
9126
  @overload
9023
- def __init__(self, option: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], risk_free_rate_model: QuantConnect.Data.IRiskFreeInterestRateModel, dividend_yield: float = 0.0, mirror_option: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract] = None, option_model: typing.Optional[QuantConnect.Indicators.OptionPricingModelType] = None, iv_model: typing.Optional[QuantConnect.Indicators.OptionPricingModelType] = None) -> None:
9127
+ def __init__(self, option: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], risk_free_rate_model: QuantConnect.Data.IRiskFreeInterestRateModel, dividend_yield: float = 0.0, mirror_option: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security] = None, option_model: typing.Optional[QuantConnect.Indicators.OptionPricingModelType] = None, iv_model: typing.Optional[QuantConnect.Indicators.OptionPricingModelType] = None) -> None:
9024
9128
  """
9025
9129
  Initializes a new instance of the Gamma class
9026
9130
 
@@ -9034,7 +9138,7 @@ class Gamma(QuantConnect.Indicators.OptionGreeksIndicatorBase):
9034
9138
  ...
9035
9139
 
9036
9140
  @overload
9037
- def __init__(self, name: str, option: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], risk_free_rate: float = 0.05, dividend_yield: float = 0.0, mirror_option: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract] = None, option_model: typing.Optional[QuantConnect.Indicators.OptionPricingModelType] = None, iv_model: typing.Optional[QuantConnect.Indicators.OptionPricingModelType] = None) -> None:
9141
+ def __init__(self, name: str, option: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], risk_free_rate: float = 0.05, dividend_yield: float = 0.0, mirror_option: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security] = None, option_model: typing.Optional[QuantConnect.Indicators.OptionPricingModelType] = None, iv_model: typing.Optional[QuantConnect.Indicators.OptionPricingModelType] = None) -> None:
9038
9142
  """
9039
9143
  Initializes a new instance of the Gamma class
9040
9144
 
@@ -9049,7 +9153,7 @@ class Gamma(QuantConnect.Indicators.OptionGreeksIndicatorBase):
9049
9153
  ...
9050
9154
 
9051
9155
  @overload
9052
- def __init__(self, option: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], risk_free_rate: float = 0.05, dividend_yield: float = 0.0, mirror_option: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract] = None, option_model: typing.Optional[QuantConnect.Indicators.OptionPricingModelType] = None, iv_model: typing.Optional[QuantConnect.Indicators.OptionPricingModelType] = None) -> None:
9156
+ def __init__(self, option: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], risk_free_rate: float = 0.05, dividend_yield: float = 0.0, mirror_option: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security] = None, option_model: typing.Optional[QuantConnect.Indicators.OptionPricingModelType] = None, iv_model: typing.Optional[QuantConnect.Indicators.OptionPricingModelType] = None) -> None:
9053
9157
  """
9054
9158
  Initializes a new instance of the Gamma class
9055
9159
 
@@ -9076,7 +9180,7 @@ class Rho(QuantConnect.Indicators.OptionGreeksIndicatorBase):
9076
9180
  """Option Rho indicator that calculate the rho of an option"""
9077
9181
 
9078
9182
  @overload
9079
- def __init__(self, name: str, option: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], risk_free_rate_model: typing.Any, dividend_yield_model: typing.Any, mirror_option: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract] = None, option_model: typing.Optional[QuantConnect.Indicators.OptionPricingModelType] = None, iv_model: typing.Optional[QuantConnect.Indicators.OptionPricingModelType] = None) -> None:
9183
+ def __init__(self, name: str, option: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], risk_free_rate_model: typing.Any, dividend_yield_model: typing.Any, mirror_option: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security] = None, option_model: typing.Optional[QuantConnect.Indicators.OptionPricingModelType] = None, iv_model: typing.Optional[QuantConnect.Indicators.OptionPricingModelType] = None) -> None:
9080
9184
  """
9081
9185
  Initializes a new instance of the Rho class
9082
9186
 
@@ -9091,7 +9195,7 @@ class Rho(QuantConnect.Indicators.OptionGreeksIndicatorBase):
9091
9195
  ...
9092
9196
 
9093
9197
  @overload
9094
- def __init__(self, option: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], risk_free_rate_model: typing.Any, dividend_yield_model: typing.Any, mirror_option: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract] = None, option_model: typing.Optional[QuantConnect.Indicators.OptionPricingModelType] = None, iv_model: typing.Optional[QuantConnect.Indicators.OptionPricingModelType] = None) -> None:
9198
+ def __init__(self, option: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], risk_free_rate_model: typing.Any, dividend_yield_model: typing.Any, mirror_option: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security] = None, option_model: typing.Optional[QuantConnect.Indicators.OptionPricingModelType] = None, iv_model: typing.Optional[QuantConnect.Indicators.OptionPricingModelType] = None) -> None:
9095
9199
  """
9096
9200
  Initializes a new instance of the Rho class
9097
9201
 
@@ -9105,7 +9209,7 @@ class Rho(QuantConnect.Indicators.OptionGreeksIndicatorBase):
9105
9209
  ...
9106
9210
 
9107
9211
  @overload
9108
- def __init__(self, name: str, option: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], risk_free_rate_model: typing.Any, dividend_yield: float = 0.0, mirror_option: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract] = None, option_model: typing.Optional[QuantConnect.Indicators.OptionPricingModelType] = None, iv_model: typing.Optional[QuantConnect.Indicators.OptionPricingModelType] = None) -> None:
9212
+ def __init__(self, name: str, option: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], risk_free_rate_model: typing.Any, dividend_yield: float = 0.0, mirror_option: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security] = None, option_model: typing.Optional[QuantConnect.Indicators.OptionPricingModelType] = None, iv_model: typing.Optional[QuantConnect.Indicators.OptionPricingModelType] = None) -> None:
9109
9213
  """
9110
9214
  Initializes a new instance of the Rho class
9111
9215
 
@@ -9120,7 +9224,7 @@ class Rho(QuantConnect.Indicators.OptionGreeksIndicatorBase):
9120
9224
  ...
9121
9225
 
9122
9226
  @overload
9123
- def __init__(self, option: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], risk_free_rate_model: typing.Any, dividend_yield: float = 0.0, mirror_option: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract] = None, option_model: typing.Optional[QuantConnect.Indicators.OptionPricingModelType] = None, iv_model: typing.Optional[QuantConnect.Indicators.OptionPricingModelType] = None) -> None:
9227
+ def __init__(self, option: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], risk_free_rate_model: typing.Any, dividend_yield: float = 0.0, mirror_option: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security] = None, option_model: typing.Optional[QuantConnect.Indicators.OptionPricingModelType] = None, iv_model: typing.Optional[QuantConnect.Indicators.OptionPricingModelType] = None) -> None:
9124
9228
  """
9125
9229
  Initializes a new instance of the Rho class
9126
9230
 
@@ -9134,7 +9238,7 @@ class Rho(QuantConnect.Indicators.OptionGreeksIndicatorBase):
9134
9238
  ...
9135
9239
 
9136
9240
  @overload
9137
- def __init__(self, name: str, option: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], risk_free_rate_model: QuantConnect.Data.IRiskFreeInterestRateModel, dividend_yield_model: QuantConnect.Data.IDividendYieldModel, mirror_option: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract] = None, option_model: typing.Optional[QuantConnect.Indicators.OptionPricingModelType] = None, iv_model: typing.Optional[QuantConnect.Indicators.OptionPricingModelType] = None) -> None:
9241
+ def __init__(self, name: str, option: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], risk_free_rate_model: QuantConnect.Data.IRiskFreeInterestRateModel, dividend_yield_model: QuantConnect.Data.IDividendYieldModel, mirror_option: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security] = None, option_model: typing.Optional[QuantConnect.Indicators.OptionPricingModelType] = None, iv_model: typing.Optional[QuantConnect.Indicators.OptionPricingModelType] = None) -> None:
9138
9242
  """
9139
9243
  Initializes a new instance of the Rho class
9140
9244
 
@@ -9149,7 +9253,7 @@ class Rho(QuantConnect.Indicators.OptionGreeksIndicatorBase):
9149
9253
  ...
9150
9254
 
9151
9255
  @overload
9152
- def __init__(self, option: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], risk_free_rate_model: QuantConnect.Data.IRiskFreeInterestRateModel, dividend_yield_model: QuantConnect.Data.IDividendYieldModel, mirror_option: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract] = None, option_model: typing.Optional[QuantConnect.Indicators.OptionPricingModelType] = None, iv_model: typing.Optional[QuantConnect.Indicators.OptionPricingModelType] = None) -> None:
9256
+ def __init__(self, option: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], risk_free_rate_model: QuantConnect.Data.IRiskFreeInterestRateModel, dividend_yield_model: QuantConnect.Data.IDividendYieldModel, mirror_option: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security] = None, option_model: typing.Optional[QuantConnect.Indicators.OptionPricingModelType] = None, iv_model: typing.Optional[QuantConnect.Indicators.OptionPricingModelType] = None) -> None:
9153
9257
  """
9154
9258
  Initializes a new instance of the Rho class
9155
9259
 
@@ -9163,7 +9267,7 @@ class Rho(QuantConnect.Indicators.OptionGreeksIndicatorBase):
9163
9267
  ...
9164
9268
 
9165
9269
  @overload
9166
- def __init__(self, name: str, option: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], risk_free_rate_model: QuantConnect.Data.IRiskFreeInterestRateModel, dividend_yield: float = 0.0, mirror_option: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract] = None, option_model: typing.Optional[QuantConnect.Indicators.OptionPricingModelType] = None, iv_model: typing.Optional[QuantConnect.Indicators.OptionPricingModelType] = None) -> None:
9270
+ def __init__(self, name: str, option: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], risk_free_rate_model: QuantConnect.Data.IRiskFreeInterestRateModel, dividend_yield: float = 0.0, mirror_option: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security] = None, option_model: typing.Optional[QuantConnect.Indicators.OptionPricingModelType] = None, iv_model: typing.Optional[QuantConnect.Indicators.OptionPricingModelType] = None) -> None:
9167
9271
  """
9168
9272
  Initializes a new instance of the Rho class
9169
9273
 
@@ -9178,7 +9282,7 @@ class Rho(QuantConnect.Indicators.OptionGreeksIndicatorBase):
9178
9282
  ...
9179
9283
 
9180
9284
  @overload
9181
- def __init__(self, option: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], risk_free_rate_model: QuantConnect.Data.IRiskFreeInterestRateModel, dividend_yield: float = 0.0, mirror_option: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract] = None, option_model: typing.Optional[QuantConnect.Indicators.OptionPricingModelType] = None, iv_model: typing.Optional[QuantConnect.Indicators.OptionPricingModelType] = None) -> None:
9285
+ def __init__(self, option: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], risk_free_rate_model: QuantConnect.Data.IRiskFreeInterestRateModel, dividend_yield: float = 0.0, mirror_option: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security] = None, option_model: typing.Optional[QuantConnect.Indicators.OptionPricingModelType] = None, iv_model: typing.Optional[QuantConnect.Indicators.OptionPricingModelType] = None) -> None:
9182
9286
  """
9183
9287
  Initializes a new instance of the Rho class
9184
9288
 
@@ -9192,7 +9296,7 @@ class Rho(QuantConnect.Indicators.OptionGreeksIndicatorBase):
9192
9296
  ...
9193
9297
 
9194
9298
  @overload
9195
- def __init__(self, name: str, option: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], risk_free_rate: float = 0.05, dividend_yield: float = 0.0, mirror_option: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract] = None, option_model: typing.Optional[QuantConnect.Indicators.OptionPricingModelType] = None, iv_model: typing.Optional[QuantConnect.Indicators.OptionPricingModelType] = None) -> None:
9299
+ def __init__(self, name: str, option: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], risk_free_rate: float = 0.05, dividend_yield: float = 0.0, mirror_option: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security] = None, option_model: typing.Optional[QuantConnect.Indicators.OptionPricingModelType] = None, iv_model: typing.Optional[QuantConnect.Indicators.OptionPricingModelType] = None) -> None:
9196
9300
  """
9197
9301
  Initializes a new instance of the Rho class
9198
9302
 
@@ -9207,7 +9311,7 @@ class Rho(QuantConnect.Indicators.OptionGreeksIndicatorBase):
9207
9311
  ...
9208
9312
 
9209
9313
  @overload
9210
- def __init__(self, option: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], risk_free_rate: float = 0.05, dividend_yield: float = 0.0, mirror_option: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract] = None, option_model: typing.Optional[QuantConnect.Indicators.OptionPricingModelType] = None, iv_model: typing.Optional[QuantConnect.Indicators.OptionPricingModelType] = None) -> None:
9314
+ def __init__(self, option: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], risk_free_rate: float = 0.05, dividend_yield: float = 0.0, mirror_option: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security] = None, option_model: typing.Optional[QuantConnect.Indicators.OptionPricingModelType] = None, iv_model: typing.Optional[QuantConnect.Indicators.OptionPricingModelType] = None) -> None:
9211
9315
  """
9212
9316
  Initializes a new instance of the Rho class
9213
9317
 
@@ -9643,7 +9747,7 @@ class Beta(QuantConnect.Indicators.DualSymbolIndicator[QuantConnect.Data.Market.
9643
9747
  ...
9644
9748
 
9645
9749
  @overload
9646
- def __init__(self, name: str, target_symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], reference_symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], period: int) -> None:
9750
+ def __init__(self, name: str, target_symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], reference_symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], period: int) -> None:
9647
9751
  """
9648
9752
  Creates a new Beta indicator with the specified name, target, reference,
9649
9753
  and period values
@@ -9656,7 +9760,7 @@ class Beta(QuantConnect.Indicators.DualSymbolIndicator[QuantConnect.Data.Market.
9656
9760
  ...
9657
9761
 
9658
9762
  @overload
9659
- def __init__(self, target_symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], reference_symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], period: int) -> None:
9763
+ def __init__(self, target_symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], reference_symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], period: int) -> None:
9660
9764
  """
9661
9765
  Creates a new Beta indicator with the specified target, reference,
9662
9766
  and period values
@@ -9668,7 +9772,7 @@ class Beta(QuantConnect.Indicators.DualSymbolIndicator[QuantConnect.Data.Market.
9668
9772
  ...
9669
9773
 
9670
9774
  @overload
9671
- def __init__(self, name: str, period: int, target_symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], reference_symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract]) -> None:
9775
+ def __init__(self, name: str, period: int, target_symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], reference_symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security]) -> None:
9672
9776
  """
9673
9777
  Creates a new Beta indicator with the specified name, period, target and
9674
9778
  reference values
@@ -10269,7 +10373,7 @@ class Correlation(QuantConnect.Indicators.DualSymbolIndicator[QuantConnect.Data.
10269
10373
  ...
10270
10374
 
10271
10375
  @overload
10272
- def __init__(self, name: str, target_symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], reference_symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], period: int, correlation_type: QuantConnect.Indicators.CorrelationType = ...) -> None:
10376
+ def __init__(self, name: str, target_symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], reference_symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], period: int, correlation_type: QuantConnect.Indicators.CorrelationType = ...) -> None:
10273
10377
  """
10274
10378
  Creates a new Correlation indicator with the specified name, target, reference,
10275
10379
  and period values
@@ -10283,7 +10387,7 @@ class Correlation(QuantConnect.Indicators.DualSymbolIndicator[QuantConnect.Data.
10283
10387
  ...
10284
10388
 
10285
10389
  @overload
10286
- def __init__(self, target_symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], reference_symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], period: int, correlation_type: QuantConnect.Indicators.CorrelationType = ...) -> None:
10390
+ def __init__(self, target_symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], reference_symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], period: int, correlation_type: QuantConnect.Indicators.CorrelationType = ...) -> None:
10287
10391
  """
10288
10392
  Creates a new Correlation indicator with the specified target, reference,
10289
10393
  and period values
@@ -10649,6 +10753,42 @@ class Vortex(QuantConnect.Indicators.BarIndicator, QuantConnect.Indicators.IIndi
10649
10753
  ...
10650
10754
 
10651
10755
 
10756
+ class NewHighsNewLowsVolume(QuantConnect.Indicators.NewHighsNewLows[QuantConnect.Data.Market.TradeBar]):
10757
+ """
10758
+ The New Highs - New Lows Volume Ratio is a Breadth indicator calculated as ratio of
10759
+ summary volume of stocks reaching new high to summary volume of stocks reaching new
10760
+ low compared to high and low values in defined time period.
10761
+ """
10762
+
10763
+ @property
10764
+ def volume_ratio(self) -> QuantConnect.Indicators.IndicatorBase[QuantConnect.Data.Market.TradeBar]:
10765
+ """
10766
+ Volume ratio between the number of assets reaching new highs and the number of assets
10767
+ reaching new lows in defined time period.
10768
+ """
10769
+ ...
10770
+
10771
+ def __init__(self, name: str, period: int) -> None:
10772
+ """Initializes a new instance of the NewHighsNewLowsVolume class"""
10773
+ ...
10774
+
10775
+ def compute_next_value(self, input: QuantConnect.Data.Market.TradeBar) -> float:
10776
+ """
10777
+ Computes the next value of this indicator from the given state
10778
+
10779
+
10780
+ This codeEntityType is protected.
10781
+
10782
+ :param input: The input given to the indicator
10783
+ :returns: A new value for this indicator.
10784
+ """
10785
+ ...
10786
+
10787
+ def reset(self) -> None:
10788
+ """Resets tracked assets to its initial state"""
10789
+ ...
10790
+
10791
+
10652
10792
  class InternalBarStrength(QuantConnect.Indicators.BarIndicator, QuantConnect.Indicators.IIndicatorWarmUpPeriodProvider):
10653
10793
  """
10654
10794
  The InternalBarStrenght indicator is a measure of the relative position of a period's closing price
@@ -10883,7 +11023,7 @@ class Alpha(QuantConnect.Indicators.BarIndicator, QuantConnect.Indicators.IIndic
10883
11023
  ...
10884
11024
 
10885
11025
  @overload
10886
- def __init__(self, name: str, target_symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], reference_symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], alpha_period: int, beta_period: int, risk_free_rate_model: typing.Any) -> None:
11026
+ def __init__(self, name: str, target_symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], reference_symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], alpha_period: int, beta_period: int, risk_free_rate_model: typing.Any) -> None:
10887
11027
  """
10888
11028
  Creates a new Alpha indicator with the specified name, target, reference, and period values
10889
11029
 
@@ -10897,7 +11037,7 @@ class Alpha(QuantConnect.Indicators.BarIndicator, QuantConnect.Indicators.IIndic
10897
11037
  ...
10898
11038
 
10899
11039
  @overload
10900
- def __init__(self, target_symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], reference_symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], alpha_period: int, beta_period: int, risk_free_rate_model: typing.Any) -> None:
11040
+ def __init__(self, target_symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], reference_symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], alpha_period: int, beta_period: int, risk_free_rate_model: typing.Any) -> None:
10901
11041
  """
10902
11042
  Creates a new Alpha indicator with the specified target, reference, and period values
10903
11043
 
@@ -10910,7 +11050,7 @@ class Alpha(QuantConnect.Indicators.BarIndicator, QuantConnect.Indicators.IIndic
10910
11050
  ...
10911
11051
 
10912
11052
  @overload
10913
- def __init__(self, target_symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], reference_symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], period: int, risk_free_rate_model: typing.Any) -> None:
11053
+ def __init__(self, target_symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], reference_symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], period: int, risk_free_rate_model: typing.Any) -> None:
10914
11054
  """
10915
11055
  Creates a new Alpha indicator with the specified target, reference, and period value
10916
11056
 
@@ -10922,7 +11062,7 @@ class Alpha(QuantConnect.Indicators.BarIndicator, QuantConnect.Indicators.IIndic
10922
11062
  ...
10923
11063
 
10924
11064
  @overload
10925
- def __init__(self, name: str, target_symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], reference_symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], period: int, risk_free_rate_model: typing.Any) -> None:
11065
+ def __init__(self, name: str, target_symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], reference_symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], period: int, risk_free_rate_model: typing.Any) -> None:
10926
11066
  """
10927
11067
  Creates a new Alpha indicator with the specified name, target, reference, and period value
10928
11068
 
@@ -10935,7 +11075,7 @@ class Alpha(QuantConnect.Indicators.BarIndicator, QuantConnect.Indicators.IIndic
10935
11075
  ...
10936
11076
 
10937
11077
  @overload
10938
- def __init__(self, name: str, target_symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], reference_symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], alpha_period: int, beta_period: int, risk_free_rate_model: QuantConnect.Data.IRiskFreeInterestRateModel) -> None:
11078
+ def __init__(self, name: str, target_symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], reference_symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], alpha_period: int, beta_period: int, risk_free_rate_model: QuantConnect.Data.IRiskFreeInterestRateModel) -> None:
10939
11079
  """
10940
11080
  Creates a new Alpha indicator with the specified name, target, reference, and period values
10941
11081
 
@@ -10949,7 +11089,7 @@ class Alpha(QuantConnect.Indicators.BarIndicator, QuantConnect.Indicators.IIndic
10949
11089
  ...
10950
11090
 
10951
11091
  @overload
10952
- def __init__(self, name: str, target_symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], reference_symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], alpha_period: int, beta_period: int, risk_free_rate: typing.Optional[float] = None) -> None:
11092
+ def __init__(self, name: str, target_symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], reference_symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], alpha_period: int, beta_period: int, risk_free_rate: typing.Optional[float] = None) -> None:
10953
11093
  """
10954
11094
  Creates a new Alpha indicator with the specified name, target, reference, and period values
10955
11095
 
@@ -10963,7 +11103,7 @@ class Alpha(QuantConnect.Indicators.BarIndicator, QuantConnect.Indicators.IIndic
10963
11103
  ...
10964
11104
 
10965
11105
  @overload
10966
- def __init__(self, target_symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], reference_symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], alpha_period: int, beta_period: int, risk_free_rate: typing.Optional[float] = None) -> None:
11106
+ def __init__(self, target_symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], reference_symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], alpha_period: int, beta_period: int, risk_free_rate: typing.Optional[float] = None) -> None:
10967
11107
  """
10968
11108
  Creates a new Alpha indicator with the specified target, reference, and period values
10969
11109
 
@@ -10976,7 +11116,7 @@ class Alpha(QuantConnect.Indicators.BarIndicator, QuantConnect.Indicators.IIndic
10976
11116
  ...
10977
11117
 
10978
11118
  @overload
10979
- def __init__(self, target_symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], reference_symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], period: int, risk_free_rate: typing.Optional[float] = None) -> None:
11119
+ def __init__(self, target_symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], reference_symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], period: int, risk_free_rate: typing.Optional[float] = None) -> None:
10980
11120
  """
10981
11121
  Creates a new Alpha indicator with the specified target, reference, and period value
10982
11122
 
@@ -10988,7 +11128,7 @@ class Alpha(QuantConnect.Indicators.BarIndicator, QuantConnect.Indicators.IIndic
10988
11128
  ...
10989
11129
 
10990
11130
  @overload
10991
- def __init__(self, name: str, target_symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], reference_symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], period: int, risk_free_rate: typing.Optional[float] = None) -> None:
11131
+ def __init__(self, name: str, target_symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], reference_symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], period: int, risk_free_rate: typing.Optional[float] = None) -> None:
10992
11132
  """
10993
11133
  Creates a new Alpha indicator with the specified name, target, reference, and period value
10994
11134
 
@@ -11001,7 +11141,7 @@ class Alpha(QuantConnect.Indicators.BarIndicator, QuantConnect.Indicators.IIndic
11001
11141
  ...
11002
11142
 
11003
11143
  @overload
11004
- def __init__(self, target_symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], reference_symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], alpha_period: int, beta_period: int, risk_free_rate_model: QuantConnect.Data.IRiskFreeInterestRateModel) -> None:
11144
+ def __init__(self, target_symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], reference_symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], alpha_period: int, beta_period: int, risk_free_rate_model: QuantConnect.Data.IRiskFreeInterestRateModel) -> None:
11005
11145
  """
11006
11146
  Creates a new Alpha indicator with the specified target, reference, and period values
11007
11147
 
@@ -11014,7 +11154,7 @@ class Alpha(QuantConnect.Indicators.BarIndicator, QuantConnect.Indicators.IIndic
11014
11154
  ...
11015
11155
 
11016
11156
  @overload
11017
- def __init__(self, target_symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], reference_symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], period: int, risk_free_rate_model: QuantConnect.Data.IRiskFreeInterestRateModel) -> None:
11157
+ def __init__(self, target_symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], reference_symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], period: int, risk_free_rate_model: QuantConnect.Data.IRiskFreeInterestRateModel) -> None:
11018
11158
  """
11019
11159
  Creates a new Alpha indicator with the specified target, reference, and period value
11020
11160
 
@@ -11026,7 +11166,7 @@ class Alpha(QuantConnect.Indicators.BarIndicator, QuantConnect.Indicators.IIndic
11026
11166
  ...
11027
11167
 
11028
11168
  @overload
11029
- def __init__(self, name: str, target_symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], reference_symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], period: int, risk_free_rate_model: QuantConnect.Data.IRiskFreeInterestRateModel) -> None:
11169
+ def __init__(self, name: str, target_symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], reference_symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], period: int, risk_free_rate_model: QuantConnect.Data.IRiskFreeInterestRateModel) -> None:
11030
11170
  """
11031
11171
  Creates a new Alpha indicator with the specified name, target, reference, and period value
11032
11172
 
@@ -11350,7 +11490,7 @@ class MultiSymbolIndicator(typing.Generic[QuantConnect_Indicators_MultiSymbolInd
11350
11490
  """The end time of the last input data point for the symbol in UTC."""
11351
11491
  ...
11352
11492
 
11353
- def __init__(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], period: int) -> None:
11493
+ def __init__(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], period: int) -> None:
11354
11494
  """Initializes a new instance of the SymbolData class."""
11355
11495
  ...
11356
11496